INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.28
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 701.50 | 2.35 | 0.25 | 26.25 | 229 | 33 | 262 | |||||||||
| 14 Sept | 697.75 | 3.3 | -0.7 | 24.17 | 100 | -6 | 155 | |||||||||
For Indian Bank - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.15
Historical price for 740 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 26.25, the open interest changed by 33 which increased total open position to 262
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 3.3, which was -0.7 lower than the previous day. The implied volatity was 24.17, the open interest changed by -6 which decreased total open position to 155
| INDIANB 30SEP2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.31
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 38.5 | -5.45 | 28.89 | 19 | -2 | 19 |
| 14 Sept | 697.75 | 43.85 | -4.1 | 30.28 | 26 | 4 | 15 |
For Indian Bank - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.83
Historical price for 740 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 38.5, which was -5.45 lower than the previous day. The implied volatity was 28.89, the open interest changed by -2 which decreased total open position to 19
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 43.85, which was -4.1 lower than the previous day. The implied volatity was 30.28, the open interest changed by 4 which increased total open position to 15
